+36.3%
DIS vs HWM
+1,599.0%
-1,562.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +4.4% | -1.8% | +6.2% | +4.8% |
| 30D | +10.3% | -2.7% | +13.0% | +10.6% |
| 3M | +15.5% | -22.7% | +38.3% | +24.2% |
| 6M | +11.2% | -18.9% | +30.1% | +17.0% |
| YTD | +5.6% | +7.1% | -1.5% | +0.2% |
| 1Y | +7.7% | +4.7% | +3.1% | +2.9% |
| 3Y | +39.3% | +345.6% | -306.3% | -23.0% |
| 5Y | -29.5% | +588.3% | -617.8% | -66.9% |
| 10Y | +36.3% | +1,516.2% | -1,479.9% | -53.2% |
| All | +36.3% | +1,599.0% | -1,562.8% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling